ICE Russell 2000 Mini Future September 2013


Trading Metrics calculated at close of trading on 24-Jun-2013
Day Change Summary
Previous Current
21-Jun-2013 24-Jun-2013 Change Change % Previous Week
Open 957.1 957.1 0.0 0.0% 976.7
High 961.9 958.4 -3.5 -0.4% 998.9
Low 946.3 938.0 -8.3 -0.9% 946.3
Close 957.6 947.6 -10.0 -1.0% 957.6
Range 15.6 20.4 4.8 30.8% 52.6
ATR 15.0 15.4 0.4 2.6% 0.0
Volume 203,444 194,421 -9,023 -4.4% 981,480
Daily Pivots for day following 24-Jun-2013
Classic Woodie Camarilla DeMark
R4 1,009.3 998.8 958.8
R3 988.8 978.5 953.3
R2 968.5 968.5 951.3
R1 958.0 958.0 949.5 953.0
PP 948.0 948.0 948.0 945.5
S1 937.5 937.5 945.8 932.5
S2 927.5 927.5 943.8
S3 907.3 917.3 942.0
S4 886.8 896.8 936.5
Weekly Pivots for week ending 21-Jun-2013
Classic Woodie Camarilla DeMark
R4 1,125.5 1,094.0 986.5
R3 1,072.8 1,041.5 972.0
R2 1,020.3 1,020.3 967.3
R1 989.0 989.0 962.5 978.3
PP 967.5 967.5 967.5 962.3
S1 936.3 936.3 952.8 925.8
S2 915.0 915.0 948.0
S3 862.5 883.8 943.3
S4 809.8 831.0 928.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 998.9 938.0 60.9 6.4% 19.5 2.1% 16% False True 195,561
10 998.9 938.0 60.9 6.4% 19.0 2.0% 16% False True 145,834
20 1,001.5 938.0 63.5 6.7% 15.8 1.7% 15% False True 73,349
40 1,001.6 915.8 85.8 9.1% 10.0 1.1% 37% False False 36,723
60 1,001.6 893.4 108.2 11.4% 7.0 0.7% 50% False False 24,483
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,045.0
2.618 1,011.8
1.618 991.5
1.000 978.8
0.618 971.0
HIGH 958.5
0.618 950.5
0.500 948.3
0.382 945.8
LOW 938.0
0.618 925.5
1.000 917.5
1.618 905.0
2.618 884.5
4.250 851.3
Fisher Pivots for day following 24-Jun-2013
Pivot 1 day 3 day
R1 948.3 959.5
PP 948.0 955.5
S1 947.8 951.5

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These figures are updated between 7pm and 10pm EST after a trading day.

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